When debugging via BDM, you aren't operating your part in Normal Single Chip mode, but in Special Single Chip mode (, unless you didn't enable HotPlug option).
There are two major differences between Normal and Special Single Chip modes
1) There's quite a long list of registers, that are write once in Normal modes, but are write as many times as you wish in Special modes.
2) In Special Single Chip mode ECLK output is enabled by default. In Normal Single Chip it is disabled by default. Try clearing NECLK bit (ECLKCTL register).